ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 123-300 124-040 0-060 0.2% 124-280
High 124-120 124-200 0-080 0.2% 125-055
Low 123-295 123-275 -0-020 -0.1% 123-220
Close 124-105 124-040 -0-065 -0.2% 124-105
Range 0-145 0-245 0-100 69.0% 1-155
ATR 0-246 0-246 0-000 0.0% 0-000
Volume 863,567 1,152,686 289,119 33.5% 5,385,398
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-160 126-025 124-175
R3 125-235 125-100 124-107
R2 124-310 124-310 124-085
R1 124-175 124-175 124-062 124-162
PP 124-065 124-065 124-065 124-059
S1 123-250 123-250 124-018 123-238
S2 123-140 123-140 123-315
S3 122-215 123-005 123-293
S4 121-290 122-080 123-225
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 128-272 128-023 125-046
R3 127-117 126-188 124-236
R2 125-282 125-282 124-192
R1 125-033 125-033 124-149 124-240
PP 124-127 124-127 124-127 124-070
S1 123-198 123-198 124-061 123-085
S2 122-292 122-292 124-018
S3 121-137 122-043 123-294
S4 119-302 120-208 123-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-030 123-220 1-130 1.1% 0-217 0.5% 31% False False 1,121,694
10 125-120 123-220 1-220 1.4% 0-220 0.6% 26% False False 1,224,964
20 125-120 121-225 3-215 3.0% 0-268 0.7% 66% False False 1,304,617
40 125-120 121-225 3-215 3.0% 0-252 0.6% 66% False False 1,291,087
60 125-120 119-150 5-290 4.8% 0-226 0.6% 79% False False 889,675
80 125-120 116-020 9-100 7.5% 0-205 0.5% 87% False False 667,454
100 125-120 116-020 9-100 7.5% 0-173 0.4% 87% False False 533,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-281
2.618 126-201
1.618 125-276
1.000 125-125
0.618 125-031
HIGH 124-200
0.618 124-106
0.500 124-078
0.382 124-049
LOW 123-275
0.618 123-124
1.000 123-030
1.618 122-199
2.618 121-274
4.250 120-194
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 124-078 124-068
PP 124-065 124-058
S1 124-052 124-049

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These figures are updated between 7pm and 10pm EST after a trading day.

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